Title :
Existence of positive definite solution to periodic Riccati differential equation
Author :
Chen, Yangzhou ; Chen, Shanben
Author_Institution :
Dept. of Autom. Control, Beijing Polytech. Univ., China
Abstract :
This paper deals with the standard periodic Riccati differential equation. A complete necessary and sufficient condition is presented for the existence of Hermitian periodic positive definite (HPPD) solution. Previously, after a proper change of basis in the state space the condition can be expressed in terms of the notions of stabilizability and detectability. Moreover, it is shown that when a HPPD solution exists, it is either unique, or else there are uncountably many such solutions. The result of the paper can be considered as a valid extension of Richardson and Kwong´s (1986) result to the periodic version
Keywords :
Riccati equations; differential equations; stability; state-space methods; Hermitian periodic positive definite; detectability; necessary condition; periodic Riccati differential equation; positive definite solution; stabilizability; state space; sufficient condition; Controllability; Differential equations; Filtering; Linear systems; Nonlinear filters; Optimal control; Riccati equations; State-space methods; Sufficient conditions; Time varying systems;
Conference_Titel :
Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
Conference_Location :
Hefei
Print_ISBN :
0-7803-5995-X
DOI :
10.1109/WCICA.2000.862576